Uses of Package
com.opengamma.strata.measure.fxopt

Packages that use com.opengamma.strata.measure.fxopt

Package	Description
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.

Classes in com.opengamma.strata.measure.fxopt used by com.opengamma.strata.measure.fxopt

Class and Description
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification The specification of how to build FX option volatilities.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder The bean-builder for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta The meta-bean for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.
BlackFxOptionSmileVolatilitiesSpecification The specification of how to build FX option volatilities.
BlackFxOptionSmileVolatilitiesSpecification.Builder The bean-builder for BlackFxOptionSmileVolatilitiesSpecification.
BlackFxOptionSmileVolatilitiesSpecification.Meta The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.
FxOptionMarketData Market data for FX options.
FxOptionMarketDataLookup The lookup that provides access to FX options volatilities in market data.
FxOptionScenarioMarketData Market data for FX options, used for calculation across multiple scenarios.
FxOptionVolatilitiesDefinition The definition of how to build FX option volatilities.
FxOptionVolatilitiesDefinition.Meta The meta-bean for FxOptionVolatilitiesDefinition.
FxOptionVolatilitiesNode A node in the configuration specifying how to build FX option volatilities.
FxOptionVolatilitiesNode.Builder The bean-builder for FxOptionVolatilitiesNode.
FxOptionVolatilitiesNode.Meta The meta-bean for FxOptionVolatilitiesNode.
FxOptionVolatilitiesSpecification The specification of how to build FX option volatilities.
FxSingleBarrierOptionMethod The method to use for pricing FX single barrier options.
FxSingleBarrierOptionTradeCalculations Calculates pricing and risk measures for FX single barrier option trades.
FxVanillaOptionMethod The method to use for pricing FX vanilla options.
FxVanillaOptionTradeCalculations Calculates pricing and risk measures for FX vanilla option trades.